ReLU neural network approximation to piecewise constant functions

This paper studies the approximation property of ReLU neural networks (NNs) to piecewise constant functions with unknown interfaces in bounded regions in ℝd. Under the assumption that the discontinuity interface Gamma may be approximated by a connected series of hyperplanes with a prescribed accuracy varepsilon >0, we show that a three-layer ReLU NN is sufficient to accurately approximate any piecewise constant function and establish its error bound. Moreover, if the discontinuity interface is convex, an analytical formula of the ReLU NN approximation with exact weights and biases is provided.